Product Update

April 2020 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike

October 18, 2019

Below are the number of expected returns and the initial variance strike for the April 2020 S&P 500 Variance (VA) future contract that will be listed on October 21, 2019. Please click the title for complete details.

New CFE Products Being Added in November 2019

October 17, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in November 2019. Please click the title for complete details.

October and November 2020 S&P 500 Variance Futures Contracts Number of Expected Returns and Initial Variance Strikes

September 26, 2019

This notice contains the number of expected returns and the initial variance strikes for the October and November 2020 S&P 500 Variance (VA) future contracts that will be listed on September 27, 2019. Please click the title for complete details.

New CFE Products Being Added in September 2019-Update

September 25, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in September 2019. CFE will list the VA/OCT 20 and VA/NOV 20 on September 27, 2019. Please click the title for complete details.

New CFE Products Being Added in October 2019

September 18, 2019

The contracts in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in October 2019. Please click the title for complete details.

New CFE Products Being Added in September 2019-Update

September 12, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in September 2019. Update-the VA/APR 20 contract will be added in October 2019. Please click the title for complete details.

Update - CFE AMERIBOR Futures Ticker Symbol Conventions

September 05, 2019

The ticker symbols for AMERIBOR futures traded on Cboe Futures Exchange, LLC (CFE) follow interest rate futures conventions when referencing the contract measurement period and settlement date of the contract. This notice describes the ticker symbol conventions for the Three-Month AMERIBOR (AMB3) futures and 7-Day AMERIBOR (AMW) futures products. This notice also notes current differences between the CFE naming convention for AMB3 futures and how AMB3 futures are being processed through clearing and displayed by certain market data vendors. Please click the title for complete details.

New CFE Products Being Added in August 2019-Update

August 21, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in August 2019. Please note the associated month/year or futures symbol, listing date, last trading day, and final settlement date for each contract. The AMW3/X9 expiring on November 21, 2019 will be added on Thursday, August 29, 2019. Please click the title for complete details.

New CFE Products Being Added in September 2019

August 21, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in September 2019. Please click the title for complete details.

January-February 2020 S&P 500 Variance Futures Contracts Number of Expected Returns and Initial Variance Strikes

August 16, 2019

This notice contains the number of expected returns and the initial variance strikes for the January and February 2020 S&P 500 Variance (VA) future contracts that will be listed on August 19, 2019. Please click the title for complete details.

CFE AMERIBOR Futures Ticker Symbol Conventions

August 16, 2019

The ticker symbols for AMERIBOR futures traded on Cboe Futures Exchange, LLC (CFE) follow interest rate futures conventions when referencing the contract measurement period and settlement date of the contract. This notice describes the ticker symbol conventions for the Three-Month AMERIBOR futures and 7-Day AMERIBOR futures products. Please click the title for complete details.

Reminder - AMERIBOR® Futures Product Launch

August 12, 2019

Cboe Futures Exchange, LLC (“CFE”) plans to launch trading in the following AMERIBOR (American Interbank Offered Rate) futures. Trading will commence for AMB3 and AMW futures on Thursday, August 15, 2019 at 5:00 p.m. CT for business date Friday, August 16, 2019. Please click the title for complete details.

AMERIBOR® Futures Lead Market Maker Program

July 29, 2019

As previously announced, Cboe Futures Exchange, LLC (“CFE”) plans to implement a Lead Market Maker (“LMM”) Program for AMERIBOR futures effective on business date August 16, 2019, subject to regulatory review. CFE has submitted a rule certification regarding this Program. CFE Trading Privilege Holder (“TPH”) organizations and prospective CFE TPH organizations may now apply for appointment as an LMM under the Program. Please click the title for complete details.

New CFE Products Being Added in August 2019

July 19, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in August 2019. Please click the title for complete details.

Cboe Announces Ameribor Futures Product Launch

June 27, 2019

Cboe Futures Exchange, LLC (“CFE”) plans to launch trading in the following AMERIBOR (American Interbank Offered Rate) futures. Please click the title for complete details.

June 2021 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike

June 21, 2019

This notice contains the number of expected returns and the initial variance strike for the June 2021 S&P 500 Variance (VA) future contract that will be listed on June 24, 2019. Please click the title for complete details.

New CFE Products Being Added in July 2019

June 18, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in July 2019. Please click the title for complete details.

September 2020 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike

June 14, 2019

This notice contains the number of expected returns and the initial variance strike for the September 2020 S&P 500 Variance (VA) future contract that will be listed on June 17, 2019. Please click the title for complete details.

New CFE Products Being Added in June 2019-Update

June 06, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in June 2019. The VA/SEP 20 Contract will be added on June 17, 2019. Please click the title for complete details.

November 2019 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike

May 17, 2019

This notice contains the number of expected returns and the initial variance strike for the November 2019 S&P 500 Variance (VA) future contract that will be listed on May 20, 2019. Please click the title for complete details.

New CFE Products Being Added in June 2019

May 15, 2019

The contracts in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in June 2019. Please click the title for complete details.

October 2019 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike

April 18, 2019

This notice provides the number of expected returns and the initial variance strike for the October 2019 S&P 500 Variance (VA) future contract that will be listed on April 22, 2019. Please click the title for complete details.

New CFE Products Being Added in May 2019

April 16, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in May 2019. Please click the title for complete details.

New CFE Products Being Added in April 2019

March 20, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in April 2019. Please click the title for complete details.

CFE Cboe Volatility Index (VX) Futures March 2019 Final Settlement Date Reminder

March 18, 2019

The last trading day and final settlement date for the VX/MAR 19 monthly expiration will be on Tuesday, March 19, 2019 due to the observance of Good Friday, on April 19, 2019. Please click the title for complete details.

New CFE Products Being Added in March 2019-Update

March 14, 2019

The contracts listed in this notice have been or will be added by Cboe Futures Exchange, LLC (“CFE”) in March 2019 and the beginning of April 2019. CFE is not adding a Cboe Bitcoin (USD) (“XBT”) futures contract for trading in March 2019. Please click the title for complete details.

New CFE Products Being Added in March 2019-Update

February 22, 2019

The contracts listed in this updated notice will be added by Cboe Futures Exchange, LLC (“CFE”) in March 2019. Please click the title for complete details.

July and August 2019 S&P 500 Variance Futures Contracts Number of Expected Returns and Initial Variance Strikes

February 15, 2019

This notice contains the number of expected returns and the initial variance strikes for the July and August 2019 S&P 500 Variance (VA) future contracts that will be listed on February 19, 2018. Please click the title for complete details.

New CFE Products Being Added in February 2019-Update

February 15, 2019

The contracts listed below will be added by Cboe Futures Exchange, LLC (“CFE”) in February 2019. Please note the associated month/year or futures symbol, listing date, last trading day, and final settlement date for each contract. The VA/JUL 19 and the VA/AUG 19 Contracts will be added on February 19, 2019. Please click the title for complete details.

New CFE Products Being Added in March 2019

February 08, 2019

The Contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in March 2019. Please click the title for complete details.

May 2019 S&P 500 Variance Futures Contract Number of Expected Returns and Initial Variance Strike

January 18, 2019

This notice provides the number of expected returns and the initial variance strike for the May 2019 S&P 500 Variance (VA) future contract that will be listed on January 22, 2019. Please click the title for complete details.

New CFE Products Being Added in February 2019

January 18, 2019

The contracts listed in this notice will be added by Cboe Futures Exchange, LLC (“CFE”) in February 2019. Please click the title for complete details.